+113.7%
KLAC vs NWSA
+5.5%
+108.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.8% | +9.1% | +6.3% |
| 7D | +5.7% | -1.9% | +7.6% | +4.7% |
| 30D | -3.6% | +4.6% | -8.2% | -1.0% |
| 3M | -12.8% | +13.2% | -26.0% | -4.1% |
| 6M | +26.1% | +27.0% | -0.9% | +38.8% |
| YTD | +53.3% | +16.8% | +36.5% | +71.1% |
| 1Y | +113.7% | +4.5% | +109.2% | +140.9% |
| All | +113.7% | +5.5% | +108.2% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling